CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	1.0472	1.0477	0.0005	0.0%	1.0633
High	1.0472	1.0504	0.0032	0.3%	1.0730
Low	1.0471	1.0383	-0.0088	-0.8%	1.0451
Close	1.0484	1.0390	-0.0094	-0.9%	1.0480
Range	0.0001	0.0121	0.0120	12,000.0%	0.0279
ATR	0.0081	0.0084	0.0003	3.5%	0.0000
Volume	27	10	-17	-63.0%	193

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0789	1.0710	1.0457
R3	1.0668	1.0589	1.0423
R2	1.0547	1.0547	1.0412
R1	1.0468	1.0468	1.0401	1.0447
PP	1.0426	1.0426	1.0426	1.0415
S1	1.0347	1.0347	1.0379	1.0326
S2	1.0305	1.0305	1.0368
S3	1.0184	1.0226	1.0357
S4	1.0063	1.0105	1.0323

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1391	1.1214	1.0633
R3	1.1112	1.0935	1.0557
R2	1.0833	1.0833	1.0531
R1	1.0656	1.0656	1.0506	1.0605
PP	1.0554	1.0554	1.0554	1.0528
S1	1.0377	1.0377	1.0454	1.0326
S2	1.0275	1.0275	1.0429
S3	0.9996	1.0098	1.0403
S4	0.9717	0.9819	1.0327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0383	0.0347	3.3%	0.0095	0.9%	2%	False	True	37
10	1.0730	1.0383	0.0347	3.3%	0.0077	0.7%	2%	False	True	30
20	1.0730	1.0250	0.0480	4.6%	0.0074	0.7%	29%	False	False	22
40	1.0735	1.0250	0.0485	4.7%	0.0065	0.6%	29%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1018
2.618	1.0821
1.618	1.0700
1.000	1.0625
0.618	1.0579
HIGH	1.0504
0.618	1.0458
0.500	1.0444
0.382	1.0429
LOW	1.0383
0.618	1.0308
1.000	1.0262
1.618	1.0187
2.618	1.0066
4.250	0.9869

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	1.0444	1.0487
PP	1.0426	1.0454
S1	1.0408	1.0422

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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